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Ai Super System Samadhi
(129511881)

Created by: AiQuant AiQuant
Started: 06/2020
Stocks
Last trade: 3 days ago
Trading style: Equity Momentum

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $125.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Equity
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
4.1%
Cumul. Return

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(1.8%)
Max Drawdown
86
Num Trades
55.8%
Win Trades
1.8 : 1
Profit Factor
100.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2020                                   +1.5%+1.4%+1.1%                        +4.1%

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 30 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
8/5/20 15:01 QRTEA LIBERTY INTERACTIVE QVC GROUP SER A LONG 2,000 11.51 8/5 15:10 11.52 0.19%
Trade id #130475211
Max drawdown($100)
Time8/5/20 15:10
Quant open2,000
Worst price11.46
Drawdown as % of equity-0.19%
$15
Includes Typical Broker Commissions trade costs of $5.00
8/5/20 14:35 APT ALPHA PRO TECH SHORT 2,000 18.38 8/5 14:37 18.47 0.34%
Trade id #130474856
Max drawdown($180)
Time8/5/20 14:37
Quant open2,000
Worst price18.47
Drawdown as % of equity-0.34%
($185)
Includes Typical Broker Commissions trade costs of $5.00
8/5/20 14:06 SCI SERVICE CORPORATION LONG 2,000 44.98 8/5 14:12 45.20 n/a $433
Includes Typical Broker Commissions trade costs of $7.50
8/5/20 10:27 SRNE SORRENTO THERAPEUTICS INC. C SHORT 2,700 13.71 8/5 10:58 13.54 0.05%
Trade id #130469334
Max drawdown($28)
Time8/5/20 10:30
Quant open700
Worst price13.96
Drawdown as % of equity-0.05%
$428
Includes Typical Broker Commissions trade costs of $15.00
8/5/20 10:13 MYOS MYOS RENS TECHNOLOGY INC. COMMON STOCK SHORT 3,000 2.11 8/5 10:48 2.14 0.8%
Trade id #130468976
Max drawdown($410)
Time8/5/20 10:30
Quant open3,000
Worst price2.25
Drawdown as % of equity-0.80%
($90)
Includes Typical Broker Commissions trade costs of $10.00
8/5/20 10:01 SRNE SORRENTO THERAPEUTICS INC. C SHORT 1,000 13.79 8/5 10:04 14.02 0.45%
Trade id #130468555
Max drawdown($230)
Time8/5/20 10:04
Quant open1,000
Worst price14.02
Drawdown as % of equity-0.45%
($235)
Includes Typical Broker Commissions trade costs of $5.00
8/4/20 9:52 PBI PITNEY BOWES SHORT 1,500 4.54 8/4 10:25 4.39 n/a $220
Includes Typical Broker Commissions trade costs of $5.00
8/3/20 11:27 JMIA JUMIA TECHNOLOGIES AG SHORT 400 18.19 8/3 11:32 18.56 0.4%
Trade id #130422933
Max drawdown($204)
Time8/3/20 11:32
Quant open400
Worst price18.70
Drawdown as % of equity-0.40%
($156)
Includes Typical Broker Commissions trade costs of $8.00
8/3/20 10:40 DTSS DATASEA INC COMMON STOCK SHORT 700 3.99 8/3 10:59 3.91 n/a $51
Includes Typical Broker Commissions trade costs of $5.00
7/30/20 13:52 FTCH FARFETCH LTD LONG 1,500 25.01 7/30 14:02 25.05 0.08%
Trade id #130370352
Max drawdown($39)
Time7/30/20 14:02
Quant open1,000
Worst price24.97
Drawdown as % of equity-0.08%
$45
Includes Typical Broker Commissions trade costs of $10.00
7/30/20 10:52 PEIX PACIFIC ETHANOL INC. COMMON S SHORT 1,000 2.21 7/30 11:18 2.21 0.08%
Trade id #130365906
Max drawdown($42)
Time7/30/20 11:18
Quant open700
Worst price2.27
Drawdown as % of equity-0.08%
($10)
Includes Typical Broker Commissions trade costs of $8.00
7/28/20 13:03 CAPR CAPRICOR THERAPEUTICS INC. CO SHORT 400 11.22 7/28 13:17 11.35 0.1%
Trade id #130321147
Max drawdown($52)
Time7/28/20 13:17
Quant open400
Worst price11.35
Drawdown as % of equity-0.10%
($60)
Includes Typical Broker Commissions trade costs of $8.00
7/27/20 10:05 GNCA GENOCEA BIOSCIENCES INC. COMM SHORT 700 5.11 7/27 11:12 5.00 0.03%
Trade id #130291177
Max drawdown($15)
Time7/27/20 11:12
Quant open500
Worst price5.14
Drawdown as % of equity-0.03%
$70
Includes Typical Broker Commissions trade costs of $9.50
7/24/20 12:03 ENT GLOBAL EAGLE ENTERTAINMENT INC SHORT 500 5.29 7/24 12:18 5.35 0.11%
Trade id #130263935
Max drawdown($55)
Time7/24/20 12:18
Quant open500
Worst price5.40
Drawdown as % of equity-0.11%
($40)
Includes Typical Broker Commissions trade costs of $10.00
7/23/20 12:24 RUN SUNRUN INC. COMMON STOCK SHORT 500 42.35 7/23 14:13 41.19 0.18%
Trade id #130242105
Max drawdown($89)
Time7/23/20 12:31
Quant open500
Worst price42.53
Drawdown as % of equity-0.18%
$570
Includes Typical Broker Commissions trade costs of $10.00
7/23/20 11:23 MIST MILESTONE PHARMACEUTICALS INC. COMMON SHARES SHORT 800 7.92 7/23 12:39 6.71 0.02%
Trade id #130240203
Max drawdown($12)
Time7/23/20 11:27
Quant open400
Worst price8.12
Drawdown as % of equity-0.02%
$954
Includes Typical Broker Commissions trade costs of $10.50
7/23/20 12:17 RUN SUNRUN INC. COMMON STOCK SHORT 500 42.57 7/23 12:20 42.78 0.23%
Trade id #130241977
Max drawdown($115)
Time7/23/20 12:20
Quant open500
Worst price42.80
Drawdown as % of equity-0.23%
($115)
Includes Typical Broker Commissions trade costs of $10.00
7/23/20 10:51 RUN SUNRUN INC. COMMON STOCK SHORT 500 42.08 7/23 11:24 42.51 0.48%
Trade id #130239177
Max drawdown($243)
Time7/23/20 11:24
Quant open500
Worst price42.57
Drawdown as % of equity-0.48%
($223)
Includes Typical Broker Commissions trade costs of $10.00
7/23/20 10:42 VSLR VIVINT SOLAR INC SHORT 600 23.14 7/23 10:45 23.30 0.19%
Trade id #130238942
Max drawdown($96)
Time7/23/20 10:45
Quant open600
Worst price23.30
Drawdown as % of equity-0.19%
($101)
Includes Typical Broker Commissions trade costs of $5.00
7/23/20 10:33 RUN SUNRUN INC. COMMON STOCK SHORT 500 42.04 7/23 10:44 42.26 0.25%
Trade id #130238789
Max drawdown($125)
Time7/23/20 10:44
Quant open500
Worst price42.29
Drawdown as % of equity-0.25%
($120)
Includes Typical Broker Commissions trade costs of $10.00
7/23/20 10:22 RUN SUNRUN INC. COMMON STOCK SHORT 700 41.71 7/23 10:32 42.23 0.72%
Trade id #130238515
Max drawdown($364)
Time7/23/20 10:32
Quant open700
Worst price42.23
Drawdown as % of equity-0.72%
($378)
Includes Typical Broker Commissions trade costs of $14.00
7/22/20 14:27 MOMO MOMO INC. AMERICAN DEPOSITARY SHORT 1,500 17.99 7/22 14:47 18.00 0.07%
Trade id #130222861
Max drawdown($37)
Time7/22/20 14:47
Quant open1,500
Worst price18.02
Drawdown as % of equity-0.07%
($20)
Includes Typical Broker Commissions trade costs of $5.00
7/22/20 12:27 EVH EVOLENT HEALTH INC LONG 1,500 10.81 7/22 12:37 10.73 0.24%
Trade id #130220841
Max drawdown($120)
Time7/22/20 12:37
Quant open1,500
Worst price10.73
Drawdown as % of equity-0.24%
($125)
Includes Typical Broker Commissions trade costs of $5.00
7/22/20 10:29 TCOM TRIP.COM GROUP LTD ADS SHORT 1,500 26.79 7/22 10:38 26.79 0.06%
Trade id #130217387
Max drawdown($30)
Time7/22/20 10:38
Quant open1,500
Worst price26.81
Drawdown as % of equity-0.06%
($5)
Includes Typical Broker Commissions trade costs of $5.00
7/22/20 10:11 OBLG OBLONG INC LONG 1,000 4.26 7/22 10:17 4.30 n/a $35
Includes Typical Broker Commissions trade costs of $5.00
7/20/20 10:03 HTBX HEAT BIOLOGICS INC SHORT 1,000 2.89 7/20 10:24 2.92 0.1%
Trade id #130166156
Max drawdown($50)
Time7/20/20 10:24
Quant open1,000
Worst price2.94
Drawdown as % of equity-0.10%
($35)
Includes Typical Broker Commissions trade costs of $5.00
7/17/20 13:13 WKHS WORKHORSE GROUP INC. COMMON STOCK SHORT 1,000 14.94 7/17 13:38 14.85 0.18%
Trade id #130139433
Max drawdown($90)
Time7/17/20 13:24
Quant open1,000
Worst price15.03
Drawdown as % of equity-0.18%
$85
Includes Typical Broker Commissions trade costs of $5.00
7/16/20 11:31 BOXL BOXLIGHT CORPORATION CLASS A COMMON STOCK SHORT 1,000 3.82 7/16 12:39 3.72 0.18%
Trade id #130117410
Max drawdown($90)
Time7/16/20 11:50
Quant open500
Worst price4.13
Drawdown as % of equity-0.18%
$88
Includes Typical Broker Commissions trade costs of $12.50
7/13/20 11:10 PG PROCTER & GAMBLE LONG 500 125.03 7/13 11:11 124.92 0.11%
Trade id #130048209
Max drawdown($55)
Time7/13/20 11:11
Quant open500
Worst price124.92
Drawdown as % of equity-0.11%
($65)
Includes Typical Broker Commissions trade costs of $10.00
7/8/20 11:07 NIO NIO INC SHORT 400 14.59 7/8 11:40 14.55 0.1%
Trade id #129969229
Max drawdown($51)
Time7/8/20 11:16
Quant open400
Worst price14.72
Drawdown as % of equity-0.10%
$8
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    6/11/2020
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    57.64
  • Age
    58 days ago
  • What it trades
    Stocks
  • # Trades
    86
  • # Profitable
    48
  • % Profitable
    55.80%
  • Avg trade duration
    12.8 hours
  • Max peak-to-valley drawdown
    1.83%
  • drawdown period
    July 22, 2020 - July 23, 2020
  • Cumul. Return
    4.1%
  • Avg win
    $134.48
  • Avg loss
    $93.95
  • Model Account Values (Raw)
  • Cash
    $52,885
  • Margin Used
    $0
  • Buying Power
    $52,885
  • Ratios
  • W:L ratio
    1.81:1
  • Sharpe Ratio
    3.7
  • Sortino Ratio
    8.93
  • Calmar Ratio
    59.867
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.00540
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -7.50%
  • Return Percent SP500 (cumu) during strategy life
    11.63%
  • Verified
  • C2Star
    1
  • Return Statistics
  • Ann Return (w trading costs)
    27.6%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.00%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Slump
  • Current Slump as Pcnt Equity
    0.40%
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.041%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    41.8%
  • Automation
  • Percentage Signals Automated
    n/a
  • Popularity
  • Popularity (Today)
    392
  • Popularity (Last 6 weeks)
    867
  • Popularity (7 days, Percentile 1000 scale)
    634
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Strat abandoned?
    0
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    719
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $134
  • Avg Loss
    $94
  • Sum Trade PL (losers)
    $3,570.000
  • Sum Trade PL (winners)
    $6,455.000
  • # Winners
    48
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    3
  • Win / Loss
  • # Losers
    38
  • % Winners
    55.8%
  • Frequency
  • Avg Position Time (mins)
    765.93
  • Avg Position Time (hrs)
    12.77
  • Avg Trade Length
    0.5 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    0.54
  • Daily leverage (max)
    1.85
  • Regression
  • Alpha
    0.07
  • Beta
    -0.00
  • Treynor Index
    -37.57
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.11
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    8.398
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.390
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.288
  • Hold-and-Hope Ratio
    0.119
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.35100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00500
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    1
  • Last 4 Months - Pcnt Negative
    n/a
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -279166000

Strategy Description

After 5 years of testing and optimizing AI algorithm we are ready for the commercial launch. After AI algorithm finds an opportunity with big edge, it is reviewed by professional trader. Trade idea gets posted only if professional trader accepts that idea. Our opinion is that trading system shouldn't have bigger drawdown than 10% and also we strive to achieve 3+ profit factor.

This Ai Super System Samadhi is built so we would have the best of both worlds. It is day trading and also swing trading to maximize the profits.

All trading entries have stop losses, we risk only 0.4-0.5% per trade so this trading system would have small draw down.

Subscribe to this trading system and let's make money together.

Summary Statistics

Strategy began
2020-06-11
Suggested Minimum Capital
$35,000
# Trades
86
# Profitable
48
% Profitable
55.8%
Correlation S&P500
-0.005
Sharpe Ratio
3.70
Sortino Ratio
8.93
Beta
-0.00
Alpha
0.07
Leverage
0.54 Average
1.85 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.